The .RAP File Requirement: This is the most common reason DLC doesn't work. Most PKGs require a corresponding .RAP file (the license). Without this small file placed in the correct "exdata" folder, the game will treat the DLC as locked or nonexistent.
If you have installed the files but the game still looks "Vanilla," check the following: castlevania harmony of despair dlc pkg work
Database Rebuild: On physical hardware, you may need to "Rebuild Database" in Safe Mode if the content doesn't show up immediately after installation. Stages and Characters Not Showing Up? castlevania harmony of despair dlc pkg work